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Partial table of contents:; THE FOUNDATIONS OF ESTIMATION AND INFERENCE; Some Basic Ideas: Statistical Concepts for Economists; Statistical Inference 1: Estimating the Mean and Variance of a Population; THE SIMPLE LINEAR STATISTICAL MODEL; Simple Regression: Economic and Statistical Model Specification and Estimation; GENERAL LINEAR STATISTICAL MODEL; Inference in the General Linear Statistical Model; ECONOMETRIC TOPICS 1; Dummy Variables and Varying Coefficient Models; Collinear Economic Variables; LINEAR STATISTICAL MODELS WITH A GENERAL ERROR COVARIANCE MATRIX; Heteroskedastic Errors; SPECIFYING AND ESTIMATING ECONOMIC AND STATISTICAL MODELS WITH FEEDBACK MECHANISMS; Estimation and Inference for the Simultaneous Equations Model; TIME-SERIES AND DYNAMIC ECONOMIC MODELS; Bivariate and Multivariate Time-Series Models; ECONOMETRIC TOPICS 2; Nonlinear Least Squares; BAYESIAN ESTIMATION AND INFERENCE; The Bayesian Approach to Estimation and Inference: Some Basic Definitions, Concepts, and Applications; ECONOMIC DATA SOURCES AND THE WRITING TASK; Economic Data Sources, Guidelines for Choosing a Research Project, and the Writing of a Research Report; Statistical Tables; Index.